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3. Numerical optimization methods
3.1 General program structure
The objective of an optimization algorithm is relatively modest: we're not looking for a solution to the system (3) , or even a local minimum, but for a point satisfying the necessary first-order conditions.
The computer program solving an optimization problem is made up of two logically distinct blocks (headed by a B0 pilot block):
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Numerical optimization methods
Optimal control problems
Bibliography
References
In Engineering Techniques
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Germany
Mathematical Programming
United States
Computational Optimization and Applications
Journal of Optimization, Theory and Applications
IEEE Transactions on Automatic Control
SIAM Journal on Optimization (Society for Industrial and Applied Mathematics)
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